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    author
    Hong Cheng
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    Tinggan Yang
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    publication date
    29 September 2021
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    Mathematics Subject Classification ID
    91G45
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    91G15
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    62P05
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    62G08
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    zbMATH DE Number
    7404253
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    zbMATH Keywords
    Granger causality
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    quantile regression
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    stock returns
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    contagion
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